+22.0%
USB vs CLBK
+24.6%
-2.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +5.8% | +2.9% | +3.0% | +4.3% |
| 3M | -6.0% | +3.0% | -8.9% | -7.6% |
| 6M | +7.8% | +27.3% | -19.5% | -5.3% |
| YTD | +14.6% | +58.0% | -43.4% | -10.4% |
| 1Y | +31.8% | +62.4% | -30.6% | +1.5% |
| 3Y | +91.5% | +46.9% | +44.6% | +51.6% |
| All | +22.0% | +24.6% | -2.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling